Zekun Wu

Capital One Financial Corporation

1600 Capital One Drive

C1 McLean Headquarters

Mclean, VA VA 22102

United States

  • Capital One Financial Corporation

SCHOLARLY PAPERS

2

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641

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

Informed Options Trading Before Fda Drug Advisory Committee Meetings

University of Miami Business School Research Paper No. 3825062
Number of pages: 54 Posted: 13 Apr 2021
Zekun Wu, Paul Borochin and Joseph H. Golec
Capital One Financial Corporation, University of Florida - Department of Finance, Insurance and Real Estate and University of Connecticut - Department of Finance
Downloads 332 (196,575)

Abstract:

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FDA; Informed Trading; Options;

2.

The Effect of Option-implied Skewness on Delta- and Vega-Hedged Option Returns

Number of pages: 42 Posted: 29 Jul 2019 Last Revised: 17 Jan 2020
Paul Borochin, Zekun Wu and Yanhui Zhao
University of Florida - Department of Finance, Insurance and Real Estate, Capital One Financial Corporation and University of Wisconsin - Whitewater
Downloads 309 (212,386)
Citation 1

Abstract:

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Risk Neutral Skewness; Options; Return Predictability